+21.0%
STM vs EXPD
+61.6%
-40.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +5.8% | -1.1% | +6.9% | +6.5% |
| 30D | -1.0% | +4.1% | -5.1% | -3.4% |
| 3M | -33.3% | +17.9% | -51.2% | -39.9% |
| 6M | +57.4% | +29.2% | +28.1% | +33.0% |
| YTD | +102.2% | +27.4% | +74.8% | +70.0% |
| 1Y | +99.6% | +56.8% | +42.8% | +43.9% |
| 3Y | +14.5% | +68.0% | -53.5% | -22.9% |
| All | +21.0% | +61.6% | -40.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling